This is just part of the built in power saving (Not something you configure). Every smartphone I've ever had does this.
Now, it should turn right back on when you turn the screen back on, but I've noticed that, every now and again, Mine will hesitate. Sometimes it comes back on its own, sometimes I have to turn it back on. I'm assuming it's a bug in the code that wakes it back up, so look for it to be addressed in an update down the road.